-9.2%
TYL vs VICR
+77.4%
-86.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +0.7% |
| 7D | +4.3% | -9.7% | +14.0% | +3.3% |
| 30D | +28.0% | -39.2% | +67.2% | +21.2% |
| 3M | +32.3% | -22.6% | +54.9% | +30.9% |
| 6M | +29.9% | -37.0% | +66.9% | +26.6% |
| YTD | -7.1% | +47.5% | -54.6% | -5.4% |
| 1Y | -9.2% | +75.0% | -84.2% | -6.2% |
| All | -9.2% | +77.4% | -86.6% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VICR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling